Join Manager v2 Data Flow Through Join Manager

Data Flow Through Join Manager v2

Ultimately, in any join table, there are two types of tick.

1. The left tick (base table), where we want to update the cache with the latest values (left to right keys for example) and then propagate the row.

2. A tick from a right (joined) table. Here, as in the left table we want to update the cache data, then we have an extra step which is basically right event to left table keys (for example if we get on prices, and we are orderPrices, we are ultimately looking for the orderId's in the orders table that correspond to the RIC in our tick.

What should be in the join output of a tick?

For each left join event we emit we want all the keys for the primary table, for example orderId, RIC, currencyPair, and we want all the corresponding fields for the joins.